function IRF=IRF_Aug(PP,SS,MODEL,IRF)

% CPI
IRF.CPI             =   cumsum(IRF.Pir);
% Exchange Rate
IRF.ExchangeRate    =   cumsum(IRF.dE);
% Aggregate Foreign Asset
IRF.AggForeignAsset =   IRF.B_ext/SS.B_ext;
IRF.AggDomesticAsset=   IRF.B_dom/SS.B_dom;
% Aggregate Domestic Asset Share
B_ext               =   MODEL.VAR.B_ext.Dev2Level(IRF.B_ext);
B_dom               =   MODEL.VAR.B_dom.Dev2Level(IRF.B_dom);
IRF.AggDomShare     =   B_dom./(B_ext+B_dom) - SS.B_dom/(SS.B_dom+SS.B_ext);
% Export
Export              =   ( MODEL.VAR.Y_H.Dev2Level(IRF.Y_H)-MODEL.VAR.C_H.Dev2Level(IRF.C_H) ).* ...
                        MODEL.VAR.p_H.Dev2Level(IRF.p_H);
IRF.Export          =   log(Export)-log( SS.p_H*(SS.Y_H-SS.C_H) );
% Import
Import              =   MODEL.VAR.C_F.Dev2Level(IRF.C_F).*MODEL.VAR.p_F.Dev2Level(IRF.p_F);
IRF.Import          =   log(Import)-log( SS.C_F*SS.p_F );
% Net Export
NetExportIdx        =   (Export-Import)./MODEL.VAR.Y.Dev2Level(IRF.Y);
IRF.NetExportIdx    =   NetExportIdx-( SS.p_H*(SS.Y_H-SS.C_H)-SS.p_F*SS.C_F )/SS.Y;
% Different Consumption
IRF.C_byFI_dom      =   IRF.AggStat(1,:);
IRF.C_byFI_ext      =   IRF.AggStat(2,:);
IRF.C_byRI_N        =   IRF.AggStat(3,:);
IRF.C_byRI_H        =   IRF.AggStat(4,:);
IRF.C_byNA_poor     =   IRF.AggStat(5,:);
IRF.C_byNA_rich     =   IRF.AggStat(6,:);

PortfolioInfo       =   MODEL.VAR.PortfolioInfo.Dev2Level(IRF.PortfolioInfo);

IRF.DomShare_Pos    =   IRF.PortfolioInfo(1,:); 
IRF.DomShare_Neg    =   IRF.PortfolioInfo(5,:);

Exp_dE              =   [IRF.dE(2:end),0];

IRF.EffReturn_Pos   =   IRF.PortfolioInfo(2,:)+(1-PortfolioInfo(1,:)).*Exp_dE*PP.Flag_dE; 
IRF.EffReturn_Neg   =   IRF.PortfolioInfo(6,:)+(1-PortfolioInfo(5,:)).*Exp_dE*PP.Flag_dE;

% Deviation of UIP and Relative Price
IRF.DevUIP          =   IRF.ir-Exp_dE-IRF.ir_s;
IRF.RelPrice        =   cumsum(IRF.Pir-IRF.dE);